Cookies in RhoElements are always enabled, so I don't think the problem is there. The most frequent problem I have with authentication is with SSL communication or certificate authentication. The problem normally lies with the time being incorrect on the mobile device and therefore SSL failing. If this is the cause, RhoElements includes an SNTP module that synchronises the clock with a server which can be called from the first page of your application.
This would be my first line of enquiry, please respond if this is not the case and we'll see if we can find a better solution.